On a self-consistent-field-like iteration for maximizing the sum of the Rayleigh quotients
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Publication:2252227
global convergencelocal quadratic convergencemulti-user MIMO systemnonlinear eigenvalue problemnumerical experimentpattern recognitionRayleigh quotientself-consistent-field iterationsparse Fisher discriminant analysistrust region method
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17) Numerical mathematical programming methods (65K05) Pattern recognition, speech recognition (68T10) Quadratic programming (90C20) Interior-point methods (90C51)
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Cites work
- A Jacobi--Davidson Iteration Method for Linear Eigenvalue Problems
- A Trust Region Direct Constrained Minimization Algorithm for the Kohn–Sham Equation
- ARPACK Users' Guide
- Continuous methods for extreme and interior eigenvalue problems
- Continuous methods for symmetric generalized eigenvalue problems
- Deflation Techniques for an Implicitly Restarted Arnoldi Iteration
- Electronic Structure
- Fast Algorithms for the Generalized Foley–Sammon Discriminant Analysis
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- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
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- Matrix algorithms. Vol. 2: Eigensystems
- Numerical methods for large eigenvalue problems
- On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
- On the Convergence of the Self-Consistent Field Iteration for a Class of Nonlinear Eigenvalue Problems
- Templates for the Solution of Algebraic Eigenvalue Problems
- The Geometry of Algorithms with Orthogonality Constraints
- Trust-region methods on Riemannian manifolds
Cited in
(16)- On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
- An efficient global optimization algorithm for maximizing the sum of two generalized Rayleigh quotients
- Maximization of the sum of the trace ratio on the Stiefel manifold. I: Theory
- An outcome-space-based branch-and-bound algorithm for a class of sum-of-fractions problems
- Globally minimizing the sum of a convex-concave fraction and a convex function based on wave-curve bounds
- A survey of hidden convex optimization
- Minimizing the sum of linear fractional functions over the cone of positive semidefinite matrices: approximation and applications
- Robust Rayleigh quotient minimization and nonlinear eigenvalue problems
- A linear-time algorithm for globally maximizing the sum of a generalized Rayleigh quotient and a quadratic form on the unit sphere
- An eigenvalue-based method for the unbalanced Procrustes problem
- Maximizing the sum of a generalized Rayleigh quotient and another Rayleigh quotient on the unit sphere via semidefinite programming
- A nonlinear eigenvalue problem associated with the sum-of-Rayleigh-quotients maximization
- Eigenvalue backward errors of Rosenbrock systems and optimization of sums of Rayleigh quotients
- The multi-class Stackelberg prediction game with least squares loss
- Global optimization of a convex-concave fraction plus a convex function using hidden sawtooth-curve bounds via a two-layer dual approach
- Maximization of the sum of the trace ratio on the Stiefel manifold. II: computation
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